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FDVIX vs. FTIHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDVIX and FTIHX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

FDVIX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Diversified International Fund Class I (FDVIX) and Fidelity Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%NovemberDecember2025FebruaryMarchApril
61.59%
87.55%
FDVIX
FTIHX

Key characteristics

Sharpe Ratio

FDVIX:

0.33

FTIHX:

0.73

Sortino Ratio

FDVIX:

0.59

FTIHX:

1.10

Omega Ratio

FDVIX:

1.08

FTIHX:

1.15

Calmar Ratio

FDVIX:

0.24

FTIHX:

0.88

Martin Ratio

FDVIX:

1.07

FTIHX:

2.66

Ulcer Index

FDVIX:

6.04%

FTIHX:

4.33%

Daily Std Dev

FDVIX:

19.29%

FTIHX:

15.86%

Max Drawdown

FDVIX:

-65.73%

FTIHX:

-35.75%

Current Drawdown

FDVIX:

-14.71%

FTIHX:

-0.68%

Returns By Period

In the year-to-date period, FDVIX achieves a 9.42% return, which is significantly higher than FTIHX's 8.56% return.


FDVIX

YTD

9.42%

1M

2.81%

6M

0.06%

1Y

6.23%

5Y*

5.79%

10Y*

3.78%

FTIHX

YTD

8.56%

1M

1.96%

6M

3.64%

1Y

11.10%

5Y*

9.88%

10Y*

N/A

*Annualized

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FDVIX vs. FTIHX - Expense Ratio Comparison

FDVIX has a 0.90% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Expense ratio chart for FDVIX: current value is 0.90%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDVIX: 0.90%
Expense ratio chart for FTIHX: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTIHX: 0.06%

Risk-Adjusted Performance

FDVIX vs. FTIHX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FDVIX
The Risk-Adjusted Performance Rank of FDVIX is 4343
Overall Rank
The Sharpe Ratio Rank of FDVIX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FDVIX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FDVIX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of FDVIX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of FDVIX is 4343
Martin Ratio Rank

FTIHX
The Risk-Adjusted Performance Rank of FTIHX is 7171
Overall Rank
The Sharpe Ratio Rank of FTIHX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FTIHX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FTIHX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FTIHX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FTIHX is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FDVIX vs. FTIHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified International Fund Class I (FDVIX) and Fidelity Total International Index Fund (FTIHX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for FDVIX, currently valued at 0.33, compared to the broader market-1.000.001.002.003.00
FDVIX: 0.33
FTIHX: 0.73
The chart of Sortino ratio for FDVIX, currently valued at 0.59, compared to the broader market-2.000.002.004.006.008.00
FDVIX: 0.59
FTIHX: 1.10
The chart of Omega ratio for FDVIX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
FDVIX: 1.08
FTIHX: 1.15
The chart of Calmar ratio for FDVIX, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.00
FDVIX: 0.24
FTIHX: 0.88
The chart of Martin ratio for FDVIX, currently valued at 1.07, compared to the broader market0.0010.0020.0030.0040.00
FDVIX: 1.07
FTIHX: 2.66

The current FDVIX Sharpe Ratio is 0.33, which is lower than the FTIHX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of FDVIX and FTIHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.33
0.73
FDVIX
FTIHX

Dividends

FDVIX vs. FTIHX - Dividend Comparison

FDVIX's dividend yield for the trailing twelve months is around 1.70%, less than FTIHX's 2.65% yield.


TTM20242023202220212020201920182017201620152014
FDVIX
Fidelity Advisor Diversified International Fund Class I
1.70%1.86%1.44%0.39%1.29%0.02%1.21%1.25%0.99%1.30%0.92%1.47%
FTIHX
Fidelity Total International Index Fund
2.65%2.88%2.78%2.51%2.55%1.62%2.61%2.21%1.36%0.40%0.00%0.00%

Drawdowns

FDVIX vs. FTIHX - Drawdown Comparison

The maximum FDVIX drawdown since its inception was -65.73%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FDVIX and FTIHX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.71%
-0.68%
FDVIX
FTIHX

Volatility

FDVIX vs. FTIHX - Volatility Comparison

Fidelity Advisor Diversified International Fund Class I (FDVIX) has a higher volatility of 12.35% compared to Fidelity Total International Index Fund (FTIHX) at 10.20%. This indicates that FDVIX's price experiences larger fluctuations and is considered to be riskier than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.35%
10.20%
FDVIX
FTIHX